Xuemin Sterling Yan

University of Missouri - Columbia

Associate Professor

Robert J. Trulaske Sr. College of Business

427 Cornell Hall

Columbia, MO 65211-2600

United States

http://business.missouri.edu/yanx/

SCHOLARLY PAPERS

15

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4,877

CITATIONS
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Top 2,501

in Total Papers Citations

224

Scholarly Papers (15)

Short-term Institutional Herding and Its Impact on Stock Prices

Number of pages: 47 Posted: 20 Mar 2007 Last Revised: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and University of Missouri - Columbia
Downloads 718 (28,407)
Citation 13

Abstract:

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Institutions, Herding, Trading, Behavior

Short-Term Institutional Herding and its Impact on Stock Prices

Number of pages: 47 Posted: 25 Mar 2008
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and University of Missouri - Columbia
Downloads 372 (66,116)
Citation 13

Abstract:

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Herding, Institutional Investors, Return Reversal

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

University of Notre Dame Working Paper
Number of pages: 35 Posted: 15 Jun 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, University of Missouri - Columbia and University of Iowa - Department of Finance
Downloads 903 (20,386)
Citation 36

Abstract:

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Initial public offerings, IPOs, Divergence of opinion, Uncertainty, Long-run returns, Flipping, Opening spread, Time of First Trade

Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings

Financial Management, Vol. 30, No. 4, Winter 2001
Posted: 10 Dec 2001
Todd Houge, Tim Loughran, Xuemin Sterling Yan and Gerry Suchanek
University of Iowa, University of Notre Dame, University of Missouri - Columbia and University of Iowa - Department of Finance

Abstract:

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3.
Downloads 786 ( 25,415)
Citation 38

The Interim Trading Skills of Institutional Investors

AFA 2009 San Francisco Meetings Paper
Number of pages: 46 Posted: 27 Mar 2008 Last Revised: 10 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and University of Missouri - Columbia
Downloads 628 (34,073)
Citation 38

Abstract:

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Institutional Investors, Performance, Performance Persistence, Trading Skill

The Interim Trading Skills of Institutional Investors

Journal of Finance, Forthcoming
Number of pages: 46 Posted: 28 Jun 2010
Andy Puckett and Xuemin Sterling Yan
University of Tennessee, Knoxville and University of Missouri - Columbia
Downloads 158 (160,421)
Citation 38

Abstract:

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Institutional Investors, Investment Skill

Institutional Investors and Equity Returns: Are Short-Term Institutions Better Informed?

Review of Financial Studies, Forthcoming
Number of pages: 48 Posted: 23 Oct 2006
Zhe Zhang and Xuemin Sterling Yan
Singapore Management University and University of Missouri - Columbia
Downloads 593 (36,750)
Citation 75

Abstract:

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Institutional trading, Investment horizon, Return predictability

5.

The Performance of Investment Bank Affiliated Mutual Funds: Conflicts of Interest or Informational Advantage?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 13 Apr 2011
Grace Qing Hao and Xuemin Sterling Yan
Department of Finance and Real Estate, The University of Texas at Arlington and University of Missouri - Columbia
Downloads 288 (72,904)
Citation 1

Abstract:

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Mutual fund performance, Investment bank affiliated mutual funds, Investment banking relationships

6.

Block Ownership, Trading Activity, and Market Liquidity

Number of pages: 40 Posted: 08 Apr 2008
Paul Brockman, Dennis Y. Chung and Xuemin Sterling Yan
Lehigh University, Simon Fraser University and University of Missouri - Columbia
Downloads 253 (96,681)
Citation 9

Abstract:

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Block ownership, liquidity; bid-ask spreads, depths, adverse selection

7.

The Time-Series Behavior and Pricing of Idiosyncratic Volatility: Evidence from 1926 to 1962

Number of pages: 46 Posted: 08 Apr 2008
Paul Brockman and Xuemin Sterling Yan
Lehigh University and University of Missouri - Columbia
Downloads 185 (123,329)
Citation 2

Abstract:

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Idiosyncratic Volatility, Expected Return, Holdout Sample

8.

Agency Costs, Governance, and Organizational Forms: Evidence from the Mutual Fund Industry

Number of pages: 47 Posted: 16 Mar 2007
Stephen P. Ferris and Xuemin Sterling Yan
University of Missouri at Columbia - Department of Finance and University of Missouri - Columbia
Downloads 170 (138,823)
Citation 7

Abstract:

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Organizational form, Mutual funds, Agency costs, Governance

9.

Anticipating the 2007–2008 Financial Crisis: Who Knew What and When Did They Know it?

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 43 Posted: 07 Nov 2013
Paul Brockman, Biljana Nikolic and Xuemin Sterling Yan
Lehigh University, University of San Diego and University of Missouri - Columbia
Downloads 155 (90,135)
Citation 1

Abstract:

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financial crisis; institutional investors; financial analysts; insiders

Security Concentration and Active Fund Management: Do Focused Funds Offer Superior Performance?

The Financial Review, Vol. 43, No. 1, pp. 27-49, February 2008
Number of pages: 36 Posted: 11 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and University of Missouri - Columbia
Downloads 107 (219,061)
Citation 5

Abstract:

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mutual fund performance, focused fund, security concentration, best ideas

11.

The Nasdaq-Amex Merger, Nasdaq Reforms, and the Liquidity of Small Firms

Journal of Financial Research, Vol. 26, pp. 225-242, 2003.
Number of pages: 26 Posted: 01 Dec 2002 Last Revised: 10 Aug 2009
Travis Sapp and Xuemin Sterling Yan
Iowa State University - Department of Finance and University of Missouri - Columbia
Downloads 56 (303,538)
Citation 1

Abstract:

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12.

The Predictive Content of Aggregate Analyst Recommendations

Number of pages: 38 Posted: 27 Apr 2009
John S. Howe, Xuemin Sterling Yan and Emre Unlu
University of Missouri at Columbia - Department of Finance, University of Missouri - Columbia and University of Nebraska at Lincoln
Downloads 20 (455,923)
Citation 10

Abstract:

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13.

Price Momentum and Idiosyncratic Volatility

Financial Review, Vol. 43, No. 2, pp. 159-190, May 2008
Number of pages: 32 Posted: 02 Apr 2008
Matteo P. Arena, K. Stephen Haggard and Xuemin Sterling Yan
Marquette University, Missouri State University and University of Missouri - Columbia
Downloads 10 (507,810)
Citation 17
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Abstract:

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14.

The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence

Financial Management, Vol. 35, No. 2, Summer 2006
Number of pages: 26 Posted: 17 Sep 2006
Xuemin Sterling Yan
University of Missouri - Columbia
Downloads 9 (507,810)
Citation 9
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15.

Aggregate Short Selling, Commonality, and Stock Market Returns

Journal of Financial Markets, Vol. 17, 2014
Posted: 14 May 2014 Last Revised: 15 May 2014
Andrew A Lynch, Biljana Nikolic, Xuemin Sterling Yan and Han Yu
Binghamton University, University of San Diego, University of Missouri - Columbia and Southern Connecticut State University - Department of Economics and Finance

Abstract:

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Aggregate Short Selling; Market return; Commonality